Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion (Q2039768): Difference between revisions
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Revision as of 05:38, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion |
scientific article |
Statements
Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion (English)
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5 July 2021
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estimation of ruin probability
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fundamental martingale
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Girsanov theorem
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integro-differential equation
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mixed fractional Brownian motion
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